Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49376.4 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45315.19 Kr¶

PnL: ---------------------------------------> 259.19 Kr¶

DD now: ---------------------------------> -7.048 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:05:49.619790'

Anic Portfolio¶

Today¶

Return: 1.029 %¶

This Week¶

Return: 0.149 %¶

Total portfolio value¶

Return including deposits: 61.646 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.580000 1670.490000 201.490000 13.720000 1468.999998
Sedana Medical 93 5.290000 2704.440000 183.440000 7.280000 2521.000011
Orrön Energy 180 4.900000 2157.300000 114.300000 5.590000 2043.000000
Atrium Ljungberg B 5 4.150000 992.000000 57.000000 6.100000 935.000000
Platzer Fastigheter Holding B 12 3.590000 1004.400000 43.400000 4.520000 960.999996
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
JM 6 2.800000 902.400000 38.400000 4.440000 864.000000
Catena 2 3.190000 828.800000 36.800000 4.650000 792.000000
Sagax B 4 2.630000 889.600000 35.600000 4.170000 854.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 1.830000 985.920000 18.920000 1.960000 966.999996
Gränges 9 2.040000 946.800000 18.800000 2.030000 927.999999
Bilia A 8 1.690000 915.200000 15.200000 1.690000 900.000000
BioGaia B 8 1.110000 944.800000 14.800000 1.590000 930.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
Byggmax Group 33 0.420000 957.000000 1.000000 0.100000 956.000001
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
EQT 4 0.140000 829.200000 -2.800000 -0.340000 832.000000
Biotage 7 -1.340000 930.300000 -10.700000 -1.140000 940.999997
ASSA ABLOY B 3 -0.970000 768.300000 -10.700000 -1.370000 779.000001
OX2 13 -0.140000 939.250000 -10.750000 -1.130000 949.999999
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Nordic Waterproofing Holding 7 0.300000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.310000 910.500000 -29.500000 -3.140000 940.000000
Addnode Group B 11 -2.380000 880.000000 -41.000000 -4.450000 921.000003
Latour B 4 -0.490000 814.000000 -43.000000 -5.020000 857.000000
Indutrade 5 1.210000 1175.000000 -43.000000 -3.530000 1218.000000
Vitec Software Group B 2 -0.380000 1038.000000 -49.000000 -4.510000 1087.000000
Hexagon B 26 0.380000 3403.400000 -57.600000 -1.660000 3461.000010
Bufab 3 -1.250000 1039.800000 -69.200000 -6.240000 1109.000001
BHG Group 97 2.080000 1383.220000 -75.780000 -5.190000 1458.999989
INVISIO 16 0.220000 3608.000000 -81.000000 -2.200000 3689.000000
TOTAL 45315.190000 259.190000 -7.04805% 45056.000411

Updated:¶

'2023-07-04 12:06:06.498138'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶